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Related papers: A Rough Path Perspective on Renormalization

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We introduce the class of "smooth rough paths" and study their main properties. Working in a smooth setting allows us to discard sewing arguments and focus on algebraic and geometric aspects. Specifically, a Maurer-Cartan perspective is the…

Probability · Mathematics 2024-03-18 Carlo Bellingeri , Peter K. Friz , Sylvie Paycha , Rosa Preiß

In this paper, we show how one can view certain models in regularity structures as some form of geometric rough paths. This is performed by identifying the deformed Butcher-Connes-Kreimer Hopf algebra with a quotient of the shuffle Hopf…

Probability · Mathematics 2024-07-12 Yvain Bruned , Foivos Katsetsiadis

The Hairer-Kelly map has been introduced for establishing a correspondence between geometric and non-geometric rough paths. Recently, a new renormalisation on rough paths has been proposed in (arxiv 1810.12179), built on this map and the…

Probability · Mathematics 2023-10-24 Yvain Bruned

Lyon's rough paths give an algebraic and analytic framework for Stieltjes integrals in a regime of low regularity where the usual Riemann-Stieltjes integral does not converge. Before we may rigorously define rough paths, we start with the…

Rings and Algebras · Mathematics 2021-12-10 Rosa Preiß

The reconstruction theorem, a cornerstone of Martin Hairer's theory of regularity structures, appears in this article as the unique extension of the explicitly given reconstruction operator on the set of smooth models due its inherent…

Probability · Mathematics 2018-12-10 Harprit Singh , Josef Teichmann

We construct a procedure for Bogoliubov-Parasiuk-Hepp-Zimmermann (BPHZ) renormalization of a rough path in view of the relation between rough path theory and regularity structure. We also provide a plain expression of the BPHZ-renormalized…

Probability · Mathematics 2021-03-15 Hayahide Ito

Typed decorated trees are used by Bruned, Hairer and Zambotti to give a description of a renormalisation processon stochastic PDEs. We here study the algebraic structures on these objects: multiple prelie algebrasand related operads…

Rings and Algebras · Mathematics 2021-04-05 Loïc Foissy

We generalize Bruned et.al.'s notion of translation in geometric and branched rough paths to a notion of translation in rough paths over any combinatorial Hopf algebra. We show that this notion of translation is equivalent to two bialgebras…

Combinatorics · Mathematics 2022-08-26 Ludwig Rahm

We use the diagram-free approach to regularity structures introduced by Otto et. al. to build rough paths based on multi-indices. We identify the analogue of the insertion pre-Lie algebra of trees and use it to build the corresponding group…

Probability · Mathematics 2023-11-08 Pablo Linares

The stack of iterated integrals of a path is embedded in a larger algebraic structure where iterated integrals are indexed by decorated rooted trees and where an extended Chen's multiplicative property involves the D\"urr-Connes-Kreimer…

Classical Analysis and ODEs · Mathematics 2007-05-23 M. Gubinelli

We give a motivation and gentle introduction into the regularity structure and model introduced by Otto, Sauer, Smith and Weber, which fall into the framework of Hairer, but have a greedier index set than the one given by trees. We do this…

Analysis of PDEs · Mathematics 2022-07-22 Pablo Linares , Felix Otto

Motivated by recent applications in rough volatility and regularity structures, notably the notion of singular modelled distribution, we study paths, rough paths and related objects with a quantified singularity at zero. In a pure path…

Probability · Mathematics 2024-03-13 Carlo Bellingeri , Peter K. Friz , Máté Gerencsér

In this work, we translate at the level of decorated trees some of the crucial arguments which have been used in arXiv:2112.10739 for proposing a diagram-free approach for the convergence of the model in Regularity Structures. This allows…

Probability · Mathematics 2023-10-05 Yvain Bruned , Usama Nadeem

We work with non-planar rooted trees which have a label set given by an arbitrary vector space $V$. By equipping $V$ with a complete locally convex topology, we show how a natural topology is induced on the tree algebra over $V$. In this…

Probability · Mathematics 2017-10-18 Thomas Cass , Martin P. Weidner

We introduce a notion of rough paths on embedded submanifolds and demonstrate that this class of rough paths is natural. On the way we develop a notion of rough integration and an efficient and intrinsic theory of rough differential…

Probability · Mathematics 2017-05-17 Thomas Cass , Bruce K. Driver , Christian Litterer

We consider how the problem of determining normal forms for a specific class of nonholonomic systems leads to various interesting and concrete bridges between two apparently unrelated themes. Various ideas that traditionally pertain to the…

Differential Geometry · Mathematics 2023-08-21 Alex L Castro , Wyatt Howard , Corey Shanbrom

The central aim of this work is to understand rough differential equations on homogeneous spaces. We focus on the formal approach, by giving an explicit expansion of the solution at each point of the real line in terms of decorated planar…

Classical Analysis and ODEs · Mathematics 2020-12-08 Charles Curry , Kurusch Ebrahimi-Fard , Dominique Manchon , Hans Z. Munthe-Kaas

This survey is devoted to Martin Hairer's Reconstruction Theorem, which is one of the cornerstones of his theory of Regularity Structures. Our aim is to give a new self-contained and elementary proof of this Theorem, together with some…

Analysis of PDEs · Mathematics 2020-12-08 Francesco Caravenna , Lorenzo Zambotti

We introduce a new notion of "regularity structure" that provides an algebraic framework allowing to describe functions and / or distributions via a kind of "jet" or local Taylor expansion around each point. The main novel idea is to…

Analysis of PDEs · Mathematics 2015-06-15 Martin Hairer

The objective of this work is to compare several approaches to the process of renormalisation in the context of rough differential equations using the substitution bialgebra on rooted trees known from backward error analysis of $B$-series.…

Probability · Mathematics 2020-03-31 Yvain Bruned , Charles Curry , Kurusch Ebrahimi-Fard
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